Pages that link to "Item:Q2255974"
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The following pages link to A comparison of regime-switching temperature modeling approaches for applications in weather derivatives (Q2255974):
Displaying 13 items.
- Clustering financial time series: new insights from an extended hidden Markov model (Q319224) (← links)
- A viscosity solution method for optimal stopping problems with regime switching (Q829599) (← links)
- Putting a price tag on temperature (Q1616809) (← links)
- Inference for a change-point problem under a generalised Ornstein-Uhlenbeck setting (Q1656864) (← links)
- Regime-switching temperature dynamics model for weather derivatives (Q1736306) (← links)
- Weather derivatives pricing using regime switching model (Q1746426) (← links)
- Robust portfolio selection problem under temperature uncertainty (Q1752220) (← links)
- Mitigating geographical basis risk of weather derivatives using spatial-temporal regime-switching temperature model (Q2127833) (← links)
- A spectral element method for option pricing under regime-switching with jumps (Q2189667) (← links)
- A regime switching model for temperature modeling and applications to weather derivatives pricing (Q2299383) (← links)
- A lattice-based approach to option and bond valuation under mean-reverting regime-switching diffusion processes (Q2315924) (← links)
- Randomization and the valuation of guaranteed minimum death benefits (Q6167872) (← links)
- Weather rebate contracts for different risk attitudes of supply chain members (Q6168595) (← links)